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Loews Corporation L 111.67 1.7 1.55%

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ATM IV
0.289
Put Call Ratio (OI)
1.49
Put Call Ratio (Vol)
0.873
IV Rank
69.5
IV Percentile
96.9
Max pain
105

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
16.0
225.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-58.7
58.7
View values by strike
L · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 5.81 -184
60.00 0 -19.7
65.00 0 -141
70.00 0 -98.6
75.00 0 -416
80.00 0 -698
85.00 0 -6.78 K
90.00 136 -3.04 K
95.00 0 -10.1 K
100.00 900 -36.7 K
105.00 11.6 K -96.3 K
110.00 40.6 K -36.3 K
115.00 53.7 K -12.7 K
120.00 65.7 K -713
125.00 13.8 K 0
130.00 1.01 K 0
135.00 390 0
140.00 408 0